The Effect of Time Series Correlation by Using Different Time Spans and KDE Bandwidths – A Case Study of the Price and Volume Data of TSMC and UMC
碩士 === 國立臺灣大學 === 統計碩士學位學程 === 107 === If stock volumes are defined by “event”, they may happen many times or not to happen in one single time point at the aspect of event. Also, when there are two or more event variables like that in the dataset, the reaction of delay will probably happen between t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9j37vs |